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CAPM risk adjustment
Barnett, William A., (2000)
Valuation and martingale properties of shadow prices : an exposition
Foldes, Lucien Paul, (2000)
Can strategic market making explain asset pricing? : A microstructure analysis of the treasury bond market
Massa, Massimo, (2000)
Productivity shocks and capital asset pricing
Yajun Peng, (1997)
Expected Stock Returns, Real Business Activity and Consumption Smoothing
Shawky, Hany A., (1998)
Modeling the Federal Reserve's policy of leaning against the wind
Yajun Peng, (1994)